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1。Nonlinear Dynamics in Foreign Exchange Excess Returns: Tests of Asymmetry
Journal of Multinational Financial Management, In Press, Accepted Manuscript, Available online

14 November 2008
Riza Emekter, Benjamas Jirasakuldech, Sean M. Snaith
2。Score test of fit for composite hypothesis in the GARCH(1,1) model
Journal of Statistical Planning and Inference,

Volume 139, Issue 2, 1 February 2009,

Pages 593-616
Bartosz Stawiarski
3、A note on the hedging effectiveness of GARCH models
International Review of Economics & Finance,

Volume 18, Issue 1, January 2009,

Pages 110-112
Donald Lien

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